Maruhachi Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.85% (+3.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1525 | 2.41 | |
| 0.2355 | 5.06 | |
| 0.7088 | 15.08 | |
| 0.0880 | 0.12 | |
| -0.7019 | -0.67 | |
| 1.4185 | 2.71 | |
| -1.6632 | -4.17 | |
| 1.7777 | 3.90 | |
| -1.9157 | -3.75 | |
| 2.8035 | 4.28 |
Estimation Period:
Apr 8, 2016 to Feb 10, 2026
Apr 8, 2016 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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